as a whole, the Greek people are now one of the more homogenous nationalities on a genetic level, however this was not the case in Ancient times. Reading through Greek Mythology, it is not strange for the protagonist to be light-haired. Also, Alexander the Great had lighter hair, as did others from Maecedonia (as a historical example).

Even now, there are lines of Greek heritage in Greece that have light hair (I believe these lines are mostly northern). Red hair is generally uncommon in most genetic lines, so it would not be expected to find a high number of them anywhere.